Imperial Oil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.19% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 18.73 | |
| 0.0537 | 22.15 | |
| 0.9325 | 525.05 | |
| 0.0155 | 3.16 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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